+369.5%
ALAB vs MTUM
+69.3%
+300.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | -0.6% |
| 7D | -6.2% | +0.7% | -6.9% | -7.8% |
| 30D | -8.7% | -2.4% | -6.2% | -3.1% |
| 3M | -20.7% | -3.6% | -17.1% | -9.4% |
| 6M | +133.5% | +23.7% | +109.9% | +56.7% |
| YTD | +75.1% | +22.9% | +52.1% | +20.6% |
| 1Y | +25.0% | +21.8% | +3.3% | -10.2% |
| All | +369.5% | +69.3% | +300.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling